+7,484.2%
STLD vs M
+190.6%
+7,293.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.9% | -1.7% | -5.5% |
| 7D | -12.5% | -2.1% | -10.3% | -11.9% |
| 30D | -6.8% | +7.7% | -14.5% | -9.6% |
| 3M | -16.4% | -4.4% | -12.0% | -15.7% |
| 6M | -6.1% | +27.5% | -33.6% | -15.1% |
| YTD | +32.0% | +12.8% | +19.2% | +23.9% |
| 1Y | +45.5% | +20.7% | +24.8% | +32.8% |
| 3Y | +106.5% | +111.3% | -4.8% | +39.8% |
| 5Y | +267.2% | -6.3% | +273.5% | +207.0% |
| 10Y | +878.9% | +1.5% | +877.4% | +495.8% |
| All | +7,484.2% | +190.6% | +7,293.6% | +2,147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling